public void TestCumulativeDistribution()
{
// Standard normal.
var sampler = new BoxMullerGaussianSampler(0.0, 1.0);
GaussianDistributionTestUtils.TestDistribution(sampler, 0.0, 1.0);
// Non-zero mean tests.
sampler = new BoxMullerGaussianSampler(10.0, 1.0);
GaussianDistributionTestUtils.TestDistribution(sampler, 10.0, 1.0);
sampler = new BoxMullerGaussianSampler(-100.0, 1.0);
GaussianDistributionTestUtils.TestDistribution(sampler, -100.0, 1.0);
// Non-1.0 standard deviations
sampler = new BoxMullerGaussianSampler(0.0, 0.2);
GaussianDistributionTestUtils.TestDistribution(sampler, 0.0, 0.2);
sampler = new BoxMullerGaussianSampler(0.0, 5.0);
GaussianDistributionTestUtils.TestDistribution(sampler, 0.0, 5.0);
// Non-zero mean and non-1.0 standard deviation.
sampler = new BoxMullerGaussianSampler(10.0, 2.0);
GaussianDistributionTestUtils.TestDistribution(sampler, 10.0, 2.0);
sampler = new BoxMullerGaussianSampler(-10.0, 3.0);
GaussianDistributionTestUtils.TestDistribution(sampler, -10.0, 3.0);
}
public void TestSimpleStats()
{
var dist = new BoxMullerGaussianSampler(0, 1.0);
GaussianDistributionTestUtils.TestSimpleStats(dist);
}
public void TestSimpleStats()
{
var sampler = new ZigguratGaussianSampler(0.0, 1.0);
GaussianDistributionTestUtils.TestSimpleStats(sampler);
}